If you want to group objects together, one way is to click on the Selection Tool and create a box around the objects that you want to group. Once it is all highlighted you would go to "modify" and click "group" or you can use the key command by higlighting the object and clicking Ctrl-G. If you are making a car or a bike, it would be best not to group the actual car or bike with the wheels because you will not be able to roate the wheels, which in turn makes it look like it's moving.